Description Usage Arguments Details Value
This function computes the penalized log-likelihood of a ZINB regression model given a vector of counts.
1 2 3 4 5 6 7 8 9 10 11 12 | zinb.loglik.regression(
alpha,
Y,
A.mu = matrix(nrow = length(Y), ncol = 0),
B.mu = matrix(nrow = length(Y), ncol = 0),
C.mu = matrix(0, nrow = length(Y), ncol = 1),
A.pi = matrix(nrow = length(Y), ncol = 0),
B.pi = matrix(nrow = length(Y), ncol = 0),
C.pi = matrix(0, nrow = length(Y), ncol = 1),
C.theta = matrix(0, nrow = length(Y), ncol = 1),
epsilon = 0
)
|
alpha |
the vectors of parameters c(a.mu, a.pi, b) concatenated |
Y |
the vector of counts |
A.mu |
matrix of the model (see Details, default=empty) |
B.mu |
matrix of the model (see Details, default=empty) |
C.mu |
matrix of the model (see Details, default=zero) |
A.pi |
matrix of the model (see Details, default=empty) |
B.pi |
matrix of the model (see Details, default=empty) |
C.pi |
matrix of the model (see Details, default=zero) |
C.theta |
matrix of the model (see Details, default=zero) |
epsilon |
regularization parameter. A vector of the same length as
|
The regression model is parametrized as follows:
log(μ) = A_μ * a_μ + B_μ * b + C_μ
logit(Π) = A_π * a_π + B_π * b
log(θ) = C_θ
where μ, Π, θ are respectively the vector of mean parameters of the NB distribution, the vector of probabilities of the zero component, and the vector of inverse dispersion parameters. Note that the b vector is shared between the mean of the negative binomial and the probability of zero. The log-likelihood of a vector of parameters α = (a_μ; a_π; b) is penalized by a regularization term ε ||α||^2 / 2 is ε is a scalar, or ∑_{i}ε_i α_i^2 / 2 is ε is a vector of the same size as α to allow for differential regularization among the parameters.
the penalized log-likelihood.
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